Random Number Generator Recommendation
نویسندگان
چکیده
The generation of uniform pseudo-random numbers between 0 and 1 is important in many numerical simulations. The purpose of this report is to explore the best generator(s) of such random numbers in terms of statistical properties and speed. While attempting to find the best generator in general, the specific goal of this report is to find the best generator for Latin hypercube sampling [Iman and Shortencarier, 1984]. This report starts by giving some background on uniform random numbers and the three basic types of generators: linear congruential, lagged Fibonacci, and combined. Next, some general coding issues are covered. Then some random number generators, the MCNP linear congruential generator and some implementations of the addition lagged Fibonacci generators, are tested in several ways to assess the quality of the random numbers they generate. This is followed by timing results are given for several different generators. Finally, conclusions and recommendations are given.
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